How to Compute Tri-Coherence from Time-Series Data?

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Discussion Overview

The discussion revolves around the computation of tri-coherence from time-series data. Participants explore the availability of existing code, libraries, or software that can facilitate this computation, while also considering the possibility of writing custom code for accuracy and understanding.

Discussion Character

  • Exploratory, Technical explanation, Debate/contested

Main Points Raised

  • One participant inquires about existing code or libraries in various programming languages for computing tri-coherence.
  • Another participant confirms the focus on tri-coherence rather than bicoherence.
  • A suggestion is made that coding the computation oneself may be beneficial for understanding the underlying calculations.
  • One participant expresses a preference for having a package to benchmark their own code against, while also indicating a confidentiality concern regarding their project.
  • A recommendation is offered to use synthetic data for benchmarking purposes.

Areas of Agreement / Disagreement

Participants generally agree on the need for either existing tools or custom coding for computing tri-coherence, but no consensus exists on the availability of such tools.

Contextual Notes

The discussion does not resolve the availability of specific software or libraries for tri-coherence computation, and there are limitations regarding the sharing of project details by one participant.

maxime.lesur
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Dear all,

I have time-series data, from which I would like to compute the tricoherence. After some googling, it seems that I will have to write my own code. But before I begin, let me ask this.

Do anyone here know of a code, library (fortran, c), module (python, matlab, IDL, mathematica) or software to compute a tri-coherence?

Thank you!
 
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Not just the bicoherence, but the tricoherence?
 
Yes indeed, tri, not bi.
 
I see. I don't know of such a package offhand, but this is specialized enough that you might want to code it yourself anyway, just to be sure what is going into your calculation.

Out of curiosity, what sort of problem are you working on (if you wouldn't mind sharing)?
 
You're right, I'd better code it anyway. But a package would be helpful to benchmark against my own code.

Sorry, I can't share my project before we have some paper out. I'll try to answer to you in a few months.
 
Ok. I suggest using processing synthetic data as the best benchmark. Well good luck!
 

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